Applications of Mathematical Programming in Financial Optimization -The MV Model and Related Topics.

KONNO HIROSHI

Art

J-GLOBAL ID：200902174610206905 Reference number：93A0415660

Applications of Mathematical Programming in Financial Optimization -The MV Model and Related Topics.

ファイナンスにおける数理計画法の応用 MVモデルとその周辺

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Author (1)：
Material：
Volume： 37 Issue： 4 Page： 223-229 Publication year： Apr. 1993
JST Material Number： G0902A ISSN： 0916-1600 Document type： Article
Article type：解説 Country of issue： Japan (JPN) Language： JAPANESE (JA)

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Industrial economy , Mathematical programmings

Reference (23)：

CHVATAL, V. Linear Programming. 1983
ELTON, E. J. Modern Portfolio Theory and Investment Analysis. 1991
INGERSOLL, J. E. Jr. Theory of Financial Decision Making. 1987
刈谷. 日本の株価動向. 1989
KING, A. J. Linear-Quadratic Efficient Frontiers for Portfolio Optimization. 1991

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